Fact sheet: Robeco QI Emg Mkts Act Eqs

Fund information

Fund name
Robeco QI Emerging Markets Active Equities I EUR
Fund company manager
Robeco Luxembourg S.A.
Fund type
SIB
Fund manager(s)
Wilma de Groot
since 29/01/2008
Tim Dröge
since 29/01/2008
Fund objective
Robeco QI Emerging Markets Active Equities invests in stocks of companies in emerging economies throughout the world, such as Korea, Taiwan, Poland and Brazil. These economies can show rapid growth, so the risks can be greater than those in developed countries. The fund uses a quantitative stock selection model. This model ranks stocks on their expected future relative performance using valuation (including quality) and momentum factors. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted. This Sub-fund may invest in China A-shares via the QFII and/or a Stock Connect Programme which may entail additional clearing and settlement, regulatory, operational and counterparty risks.
Benchmark
MSCI Emerging Markets Index
Investment style
Value
Investment method
Shares

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

20.91 %

1 Year rank in sector

116/273

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 548.8 m

FE Risk score

145

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    30.9%
  • Korea
    16.5%
  • Taiwan
    12%
  • Brazil
    7.5%
  • India
    7%
  • Information Technology
    27.5%
  • Financials
    24.8%
  • Energy
    8.7%
  • Consumer Discretionary
    8.5%
  • Materials
    8.1%
  • International Equities
    99.5%
  • Money Market
    0.5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund2.88 %9.83 %20.91 %35.4 %41.9 %
Sector1.05 %13.68 %19.78 %16.93 %20.18 %
Rank within sector72 / 290205 / 279116 / 27351 / 22743 / 174
Quartile th1 st3 rd2 nd1 st1 st

Calendar performance

YTD-20172016201520142013
Fund21.22 %20.99 %-11.95 %12.51 %-7.85 %
Sector24.87 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector187 / 27849 / 257114 / 23115 / 211164 / 182
Quartile th3 rd1 st2 nd1 st4 th

Risk statistics

Alpha5.15
Beta0.96
Sharpe0.31
Volatility14.8
Tracking error7.64
Information ratio0.62
R-Squared0.75

Price movement

52 week high191.33
52 week low147.69
Current bid price0
Current offer price0
Current mid price190.23

Holdings by region

  • 30.9% China
  • 16.5% Korea
  • 12% Taiwan
  • 7.5% Brazil
  • 7% India
  • 4.8% Others
  • 4.8% South Africa
  • 4.7% Russia
  • 3.4% Thailand
  • 3.2% Turkey

Holdings by sector

  • 27.5% Information Technology
  • 24.8% Financials
  • 8.7% Energy
  • 8.5% Consumer Discretionary
  • 8.1% Materials
  • 4.9% Telecommunications Utilities
  • 4.5% Consumer Staples
  • 4.5% Utilities
  • 4.2% Industrials
  • 3.8% Real Estate

Holdings by asset type

  • 99.5% International Equities
  • 0.5% Money Market

Individual holdings

  • 4.3% SAMSUNG ELECTRONICS CO
  • 4% TENCENT HLDGS LIMITED
  • 3.77% ALIBABA GROUP HLDG LTD
  • 2.75% TAIWAN SEMICONDUCTOR MANUFACTURING
  • 2.01% NASPERS
  • 1.82% CHINA CONSTRUCTION BANK
  • 1.66% HON HAI PRECISION INDUSTRY
  • 1.54% INDUSTRIAL & COM BK CHINA
  • 1.2% CHINA MOBILE LTD
  • 1.19% BANK OF CHINA LTD